Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506): Difference between revisions

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Latest revision as of 00:17, 25 July 2024

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Test statistics for prospect and Markowitz stochastic dominances with applications
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    Test statistics for prospect and Markowitz stochastic dominances with applications (English)
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    27 July 2011
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    hypothesis testing
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    Markowitz stochastic dominance
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    prospect stochastic dominance
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    risk averse
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    risk seeking
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    RS-shaped utility function
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    S-shaped utility function
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    test statistics
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